+4.7%
WBD vs KEY
+41.9%
-37.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | -1.8% | +2.2% | -4.0% | -2.9% |
| 30D | +8.8% | -3.0% | +11.8% | +10.4% |
| 3M | +4.6% | +3.3% | +1.3% | +2.6% |
| 6M | +1.1% | +9.2% | -8.1% | -4.1% |
| YTD | -2.0% | +10.6% | -12.6% | -8.2% |
| 1Y | +140.0% | +20.4% | +119.6% | +114.3% |
| 3Y | +144.4% | +121.8% | +22.5% | +55.1% |
| All | +4.7% | +41.9% | -37.2% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling